Fundamentals and Advanced Techniques in Derivatives Hedging
This book covers the theory of derivatives pricing and hedging as well as techniques used in mathematical finance. The authors use a top-down approach, starting with fundamentals before moving to applications, and present theoretical developments alongside various exercises, providing many examples...
| Main Authors: | Bouchard, Bruno (Author), Chassagneux, Jean-François (Author) |
|---|---|
| Corporate Author: | SpringerLink (Online service) |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2016.
|
| Series: | Universitext,
|
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
Similar Items
-
Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE
by: Touzi, Nizar
Published: (2013) -
Optimal Stopping and Free-Boundary Problems
by: Peskir, Goran, et al.
Published: (2006) -
Stochastic Geometric Mechanics CIB, Lausanne, Switzerland, January-June 2015 /
Published: (2017) -
Equations Involving Malliavin Calculus Operators Applications and Numerical Approximation /
by: Levajković, Tijana, et al.
Published: (2017) -
Stochastic Optimal Control in Infinite Dimension Dynamic Programming and HJB Equations /
by: Fabbri, Giorgio, et al.
Published: (2017)